N-MFP1 0000889366 XXXXXXXX 2016-06-30 0000889366 S000000751 2 N N 033-48907 BMO ASSET MANAGEMENT CORPORATION 801-09118 KPMG LLP Chicago IL BMO ASSET MANAGEMENT CORPORATION BOSTON FINANCIAL DATA SERVICES 0000275143 084-00896 N N N Government/Agency Y 15 82 288612582.20 353067423.80 339925861.60 331771461.50 301612309.20 357067339.80 370698574.80 341714265.00 0.00 0.4143 0.4627 0.4321 0.4294 0.4330 0.4679 0.4712 0.4422 0.0000 0.00 758002147.90 757933448.39 347787.23 241075.07 758040160.55 758039829.9800 1.0000 0.0044 1.0001 1.0001 1.0001 1.0000 0.0000 C000002160 10000000.00 607314001.75 607313361.4000 1.0001 1.0001 1.0001 1.0000 0.0000 60259814.10 40326221.77 135226174.80 64537443.99 130662193.80 113054498.40 77205789.51 80462178.54 0.00 0.00 457555095.30 361633631.40 0.0023 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 58364.40" C000002161 1000.00 150726158.80 150726468.6000 1.0001 1.0001 1.0001 1.0000 0.0000 13013082.83 26119498.75 6517627.58 10778534.79 3533535.33 5129830.20 98375329.22 96593282.16 0.00 0.00 122921730.10 166330411.90 0.0001 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 58364.40" FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.393000% 3130A5WN5 US3130A5WN58 3130A5WN U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0039 5000075.00 5000075.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.375000% 3130A5ZX0 US3130A5ZX04 3130A5ZX U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0040 7500427.50 7500427.50 0.0099 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.450000% 3130A65H6 US3130A65H67 3130A65H U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0043 6701407.00 6701407.00 0.0088 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.393000% 3130A6C39 US3130A6C397 3130A6C3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-18 2016-08-18 2016-08-18 N N N 0.0039 6000042.00 6000042.00 0.0079 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.412000% 3130A6DP9 US3130A6DP90 3130A6DP U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-24 2016-08-24 2016-08-24 N N N 0.0041 5000075.00 5000075.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.432000% 3130A6DQ7 US3130A6DQ73 3130A6DQ U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-24 2017-02-24 2017-02-24 N N N 0.0047 4998395.00 4998395.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.545000% 3130A6DU8 US3130A6DU85 3130A6DU U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0054 10001370.00 10001370.00 0.0132 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.421000% 3130A6FM4 US3130A6FM42 3130A6FM U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-09 2016-09-09 2016-09-09 N N N 0.0042 5000170.00 5000170.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.456000% 3130A6LA3 US3130A6LA30 3130A6LA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0046 5000065.00 5000065.00 0.0066 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.507000% 3130A72F1 US3130A72F11 3130A72F U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0051 6000312.00 6000312.00 0.0079 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.528000% 3130A73C7 US3130A73C70 3130A73C U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-19 2016-10-19 2016-10-19 N N N 0.0053 5001770.00 5001770.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.554000% 3130A75Y7 US3130A75Y72 3130A75Y U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-28 2016-10-28 2016-10-28 N N N 0.0055 5001705.00 5001705.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.473000% 3130A75Z4 US3130A75Z48 3130A75Z U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0047 5000355.00 5000355.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.592000% 3130A77C3 US3130A77C35 3130A77C U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-09 2017-08-09 2017-08-09 N N N 0.0059 5003165.00 5003165.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.572000% 3130A77G4 US3130A77G49 3130A77G U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-07 2017-02-07 2017-02-07 N N N 0.0057 5002920.00 5002920.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.503000% 3130A7AA3 US3130A7AA32 3130A7AA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-10-26 2016-10-26 N N N 0.0050 5001350.00 5001350.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.641000% 3130A7GP4 US3130A7GP47 3130A7GP U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-11 2017-09-11 2017-09-11 N N N 0.0064 7506532.50 7506532.50 0.0099 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.508000% 3130A7T54 US3130A7T548 3130A7T5 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-19 2017-04-19 2017-04-19 N N N 0.0051 5000720.00 5000720.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.409000% 3130A7VX0 US3130A7VX06 3130A7VX U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-02 2016-09-02 2016-09-02 N N N 0.0041 7499880.00 7499880.00 0.0099 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.420000% 3130A7ZH1 US3130A7ZH10 3130A7ZH U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-10 2016-11-10 2016-11-10 N N N 0.0042 5000180.00 5000180.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.437000% 3130A83G6 US3130A83G66 3130A83G U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-02-13 2017-02-13 N N N 0.0045 7499310.00 7499310.00 0.0099 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.481000% 3130A83P6 US3130A83P65 3130A83P U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-16 2017-05-16 2017-05-16 N N N 0.0050 4998990.00 4998990.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.467000% 3130A8AR4 US3130A8AR40 3130A8AR U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2017-06-01 2017-06-01 N N N 0.0047 4998375.00 4998375.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.468000% 3130A8DL4 US3130A8DL43 3130A8DL U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-06 2017-01-06 2017-01-06 N N N 0.0047 5000255.00 5000255.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.465000% 3130A8G80 US3130A8G808 3130A8G8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-10 2017-03-10 2017-03-10 N N N 0.0047 4999485.00 4999485.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.447000% 3130A8H71 US3130A8H715 3130A8H7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-01-13 2017-01-13 N N N 0.0045 5000135.00 5000135.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.428000% 3130A8JF1 US3130A8JF11 3130A8JF U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-21 2016-11-21 2016-11-21 N N N 0.0043 5000095.00 5000095.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.438000% 3130A8K85 US3130A8K859 3130A8K8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-21 2016-11-21 2016-11-21 N N N 0.0044 7500435.00 7500435.00 0.0099 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.510000% 3130A8MZ3 US3130A8MZ38 3130A8MZ U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-31 2017-07-03 2017-07-03 N N N 0.0051 2500000.00 2500000.00 0.0033 N N N N FC DISCOUNT NOTE FFCB DISC NOTE 0% 7/7/16 / 0.300000% 313312ZB9 313312ZB U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0030 9749736.75 9749736.75 0.0129 N N Y N FC DISCOUNT NOTE FFCB DISC NOTE 0% 7/26/16 / 0.230000% 313312ZW3 313312ZW U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0023 4999445.00 4999445.00 0.0066 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.580000% 313382EU3 US313382EU39 313382EU U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0057 10000040.00 10000040.00 0.0132 N N N N FHLB DISC CORP FHLB 0% 08/31/16 / 0.500000% 313384E21 313384E2 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0050 7446967.85 7446967.85 0.0098 N N N N FHLB DISC CORP FED HOME LN DISCOUNT 0% 07/08/16 / 0.573000% 313384ZC6 313384ZC U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0057 2999907.00 2999907.00 0.0040 N N N N FHLB DISC CORP FED HOME LN DISCOUNT 0% 07/15/16 / 0.323000% 313384ZK8 313384ZK U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0015 14999070.00 14999070.00 0.0198 N N N N FHLB DISC CORP FED HOME LN DISCOUNT 0% 07/22/16 / 0.500000% 313384ZS1 313384ZS U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0050 2999721.00 2999721.00 0.0040 N N N N FREDDIE DISCOUNT FREDDIE MAC DISC NT 0% 08/02/16 / 0.460000% 313396A52 313396A5 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0046 7498402.50 7498402.50 0.0099 N N N N FREDDIE DISCOUNT FHLMC 0% 08/4/16 / 0.465000% 313396A78 313396A7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0046 4998865.00 4998865.00 0.0066 N N N N FREDDIE DISCOUNT FREDDIE MAC DISCOUNT 0% 08/05/16 / 0.430000% 313396A86 313396A8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0043 9997670.00 9997670.00 0.0132 N N N N FREDDIE DISCOUNT FHLMC 0% 08/26/16 / 0.481000% 313396D59 313396D5 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N N N 0.0048 14994405.00 14994405.00 0.0198 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.487100% 3133EDFB3 US3133EDFB39 3133EDFB U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-02-13 2017-02-13 N N N 0.0051 7500532.50 7500532.50 0.0099 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.467100% 3133EDJA1 US3133EDJA10 3133EDJA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-11 2016-10-11 2016-10-11 N N N 0.0027 3250552.50 3250552.50 0.0043 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.496100% 3133EDJX1 US3133EDJX13 3133EDJX U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-17 2017-04-17 2017-04-17 N N N 0.0030 15636985.65 15636985.65 0.0206 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.479300% 3133EDKA9 US3133EDKA90 3133EDKA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-28 2016-12-28 2016-12-28 N N N 0.0048 2000400.00 2000400.00 0.0026 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.456600% 3133EDLJ9 US3133EDLJ90 3133EDLJ U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-14 2016-11-14 2016-11-14 N N N 0.0044 2992350.06 2992350.06 0.0039 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.476600% 3133EDQD7 US3133EDQD75 3133EDQD U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-14 2017-07-14 2017-07-14 N N N 0.0046 4999005.00 4999005.00 0.0066 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.441700% 3133EDR38 US3133EDR381 3133EDR3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-08-01 2016-08-01 N N N 0.0041 6000540.00 6000540.00 0.0079 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.460000% 3133EDT85 US3133EDT858 3133EDT8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-12-19 2016-12-19 N N N 0.0044 7149656.80 7149656.80 0.0094 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.477100% 3133EEEA4 US3133EEEA48 3133EEEA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2017-05-08 2017-05-08 N N N 0.0048 5859531.20 5859531.20 0.0077 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.456700% 3133EEFN5 US3133EEFN59 3133EEFN U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-12-01 2016-12-01 N N N 0.0046 5000210.00 5000210.00 0.0066 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.567100% 3133EF2H9 US3133EF2H93 3133EF2H U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-11-13 2017-11-13 N N N 0.0057 5001545.00 5001545.00 0.0066 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.437100% 3133EFJV0 US3133EFJV05 3133EFJV U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-15 2016-12-15 2016-12-15 N N N 0.0042 5000115.00 5000115.00 0.0066 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.522100% 3133EFL47 US3133EFL470 3133EFL4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2017-03-08 2017-03-08 N N N 0.0052 7501627.50 7501627.50 0.0099 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.593300% 3133EFVY0 US3133EFVY06 3133EFVY U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2018-01-25 2018-01-25 N N N 0.0057 3501375.50 3501375.50 0.0046 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.452100% 3134G5Z32 US3134G5Z325 3134G5Z3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-01-13 2017-01-13 N N N 0.0051 2999937.00 2999937.00 0.0040 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.493300% 3134G75N7 US3134G75N75 3134G75N U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-27 2017-04-27 2017-04-27 N N N 0.0051 10000000.00 10000000.00 0.0132 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.391100% 3134G7SG7 US3134G7SG76 3134G7SG U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-17 2016-08-17 2016-08-17 N N N 0.0039 10000230.00 10000230.00 0.0132 N N N N FNMA DISCOUNT FNMA Discount Note 0% 7/19/16 / 0.425000% 313588ZP3 313588ZP U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0042 4999600.00 4999600.00 0.0066 N N N N FANNIE MAE Federal National Mortgage Association 0.468300% 3135G0B44 US3135G0B441 3135G0B4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2017-01-26 2017-01-26 N N N 0.0051 3655157.16 3655157.16 0.0048 N N N N FANNIE MAE Federal National Mortgage Association 0.457100% 3135G0E66 US3135G0E668 3135G0E6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2017-09-08 2017-09-08 N N N 0.0046 2998917.00 2998917.00 0.0040 N N N N FANNIE MAE Federal National Mortgage Association 0.596600% 3135G0L27 US3135G0L275 3135G0L2 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-20 2017-12-20 2017-12-20 N N N 0.0060 7498500.00 7498500.00 0.0099 N N N N FANNIE MAE Federal National Mortgage Association 0.524900% 3135G0ZW6 US3135G0ZW63 3135G0ZW U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-21 2016-10-21 2016-10-21 N N N 0.0054 10002150.00 10002150.00 0.0132 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 2.000000% 3137EACW7 US3137EACW77 3137EACW U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0042 10023540.00 10023540.00 0.0132 N N N N OVERSEAS PRIVATE INV COR Overseas Private Investment Corp. 0.420000% 690353ZZ3 US690353ZZ35 690353ZZ U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-06 2016-07-14 2020-09-15 Y OPIC N/A N/A 1.0000 7 N Y U.S. Government N/A N/A 1.0000 N 0.0042 8005000.00 8005000.00 0.0106 N N N Y US TREASURY N/B United States Treasury Note 1.500000% 912828QX1 US912828QX17 912828QX U.S. Treasury Debt First Tier Security N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0045 10010910.00 10010910.00 0.0132 N N N N US TREASURY N/B United States Treasury Note 0.500000% 912828WX4 US912828WX43 912828WX U.S. Treasury Debt First Tier Security N/A N/A 2016-07-31 2016-07-31 2016-07-31 N N N 0.0044 7502010.00 7502010.00 0.0099 N N N N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 0.42% - 07/01/2016 / 0.420000% 0000734700 GDM07016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.000 CLBC5844 2046-05-01 4.000000 6284327.00 6740198.67 Agency Mortgage-Backed Securities FNMS 06.500 NP944054 2037-07-01 6.500000 6315172.00 7027996.63 Agency Mortgage-Backed Securities FNMS 05.500 CLBC1386 2039-07-01 5.500000 6118155.00 7070097.36 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN1270 2026-04-01 2.903000 1103908.00 1164102.35 Agency Mortgage-Backed Securities FNMS 05.000 CL849999 2036-01-01 5.000000 5958458.00 6737842.46 Agency Mortgage-Backed Securities FNMS 03.000 CRAR5511 2033-03-01 3.000000 6658994.00 6992862.44 Agency Mortgage-Backed Securities FNMS 05.500 CL735228 2035-02-01 5.500000 6211770.00 7044395.09 Agency Mortgage-Backed Securities FNMS 03.500 CIAV9340 2029-03-01 3.500000 6508325.00 6957594.64 Agency Mortgage-Backed Securities FNMS 04.000 CRAV5050 2044-02-01 4.000000 6521237.00 7074028.75 Agency Mortgage-Backed Securities FNMS 04.000 CTAS2530 2034-05-01 4.000000 6548306.00 7030405.88 Agency Mortgage-Backed Securities FNMS 02.500 CIAR3373 2028-02-01 2.500000 6721866.00 6970218.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBC5762 2046-04-01 4.500000 6300626.00 7058232.73 Agency Mortgage-Backed Securities 03.500 FGPC Q34115 G 2045-06-01 3.500000 6554834.00 6913481.89 Agency Mortgage-Backed Securities 03.000 FGPC U90932 G 2043-02-01 3.000000 6598584.00 6855506.31 Agency Mortgage-Backed Securities 03.500 FGPC Q09879 G 2042-08-01 3.500000 6558641.00 6919622.44 Agency Mortgage-Backed Securities FMAR 1J1110 G 2038-05-01 2.462000 5789984.00 6183755.24 Agency Mortgage-Backed Securities FNMS 03.500 CRAS9045 2033-05-01 3.500000 6332272.00 6734390.32 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM9564 2025-08-01 3.100000 6418529.00 6852248.12 Agency Mortgage-Backed Securities 04.000 FGPC Q39977 G 2046-04-01 4.000000 6227798.00 6788168.89 Agency Mortgage-Backed Securities 04.000 FGPC Q21759 G 2043-09-01 4.000000 6631554.00 7097673.08 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 130000000.00 130000000.00 0.1715 N Y Y N PREMIER PREMIER U.S. GOVT MM INST CLASS / 0.370000% 00142W843 IUGXX Investment Company First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0037 30000000.00 30000000.00 0.0396 N Y Y N MERRILL LYNCH PIERCE FENNER AND SMITH M LYNCH PFS REPO 0.44% - 07/01/2016 / 0.440000% 0000728612 MLP07016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N RFIN 01/15/24 2024-01-15 0.00 1000.00 866.18 Agency Debentures and Agency Strips FNAR XX.XXX LBAL8752 2046-06-01 0.00 63733036.00 66047819.87 Agency Mortgage-Backed Securities 04.000 FGPC G08660 G 2045-08-01 4.000000 19207841.00 20589422.60 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 85000000.00 85000000.00 0.1121 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.03% -07/01/2016 / 0.030000% 0000093748 STR07016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY NOTE 2021-09-30 2.125000 33265000.00 35202752.78 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0003 34509543.92 34509543.92 0.0455 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 0.38% 07/01/16 / 0.380000% 0001343236 TDM07016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/8 NOTE M 22 2022-06-30 2.125000 156600.00 165164.14 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 11400.00 12170.41 U.S. Treasuries (including strips) BILL 6/22/17 2017-06-22 0.00 10460200.00 10414070.52 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 12870700.00 14860638.93 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0038 25000000.00 25000000.00 0.0330 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.240000% 09248U718 TSTXX Investment Company First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0024 30000000.00 30000000.00 0.0396 N Y Y N BMO Funds 2016-06-30 John Patterson John Patterson AVP Fund Administration